BrianBanna
I'm a quant analyst at Cargill, working on commodity and power markets. I turn supply and demand into views on futures curves and spreads.
About
I'm a quant analyst at Cargill in Geneva, working on commodity and power markets. I build models that read physical fundamentals, storage, trade flows, inventories, and turn them into positions on curves and spreads.
Before Cargill I built commodity signals at Pareto Economics in London and worked on real time signal extraction at VITA in Montreal. I'm finishing an MSc in Data Science and Financial Engineering at EPFL, after a BSc in Computer Science. Earlier I ran Junior Entreprise EPFL as President, leading a 35 person team and closing over CHF 430k in projects.
Selected work
Projects across European power markets, futures curve factors, commodity spreads and market regime detection.
When German renewables flood the grid, which neighbouring market reprices first?
Built an interactive study of how German renewable surplus and negative day ahead prices transmit across 5 Central European power markets, on 301k hours of ENTSO-E data.
Get in touch
Happy to talk about commodity markets, models or project work.